One day, a journalist from Le Monde interviewed Sophie Calle. He sat down in her studio and asked her her date of birth. She said: "October 9, 1953." He said: "Go on." So she did, the story of her life, right from the start. The resulting two-part profile was reportedly unspeakably dull.

How long was that interview, I ask France's most eminent conceptual artist, as we sit over coffee in her studio south of Paris. "Maybe 10 hours. I can talk about my life endlessly," she says, drawing on a cigarette, exhaling and staring me down. This worries me. My train leaves for London in five hours, and I want to be on it.

I ask questions I hope are less open-ended. Why did she become an artist? "To seduce my father." Excellent answer: short, shocking and to the point. She smiles, then pops a raspberry into her mouth. Did she succeed? "Oh yes," she says, unleashing a huge grin. This seduction (she won't say if it was a sexual one) took place half a lifetime ago. Calle, then 26, had returned to Paris after seven years abroad. She moved in with her father, whom she did not know well. "I had always lived with my mother or grandparents. I knew my father was a little disappointed in me."

Years earlier, she had duped him into bankrolling her travels. "I was studying with Jean Baudrillard, and my father agreed he would pay me a sum of money if I got my diploma. But I didn't want to finish it. I told Baudrillard. He said, 'Don't worry, I'll pass off some other student's exam papers as yours. You'll get your diploma.'" This is a scoop: the professor who famously argued that the first Gulf war did not take place ensured that Sophie Calle got a diploma for work she never did. "I can tell this story now because Baudrillard is dead," Calle says. What did her father think? "I got my diploma," she shrugs. "How was not his concern."

Her father was a doctor and an art collector. "He collected pop art, and a lot of it consisted of photographs with accompanying text." Just like Calle's? "Just like mine," she agrees. "I came back to seduce him. I wanted to do something that made him happy for me." To be honest, I don't believe this story, except as a retrospective explanation of an unconscious impulse. Later, she tells me that none of her work is done for therapeutic reasons: "If the work is therapeutic, that is a side effect for which I'm thankful."

Strangers in the bed

She tells another, more plausible story of how she started. She was bored. "I had no friends; I didn't know what to do with my life, so I started to follow people." Why? "Establishing rules and following them is restful. If you follow someone, you don't have to wonder where you're going to eat. They take you to their restaurant. The choice is made for you."

During her stalking days, a friend asked if she could sleep in Calle's bed. "That made me think it would be fun to have someone in bed all the time." So she asked friends and strangers to sleep in the bed for eight hours; one participant thought there was going to be an orgy. It sounds like a conceptual art project. "It wasn't," counters Calle. "It only became so when the wife of a critic told him about it. He came along. He said, 'Is this art?' and I said, 'It could be.'" She took photographs and wrote down everything everyone said. The result was The Sleepers, text and photographs that could readily have hung on her father's walls.

For her next project, Calle went to Venice to follow a man she had met at a party, phoned hundreds of hotels until she found out where he was staying, and then persuaded a woman who lived opposite to let her photograph his comings and goings from her window. The result was a book called Suite Vénitienne, published in 1979.

These works electrified France's art world, even if Calle had not originally conceived them as art. Her pictures were enticingly enigmatic; her texts read like detective reports, or a psychiatrist's case notes, or even a Le Monde journalist's deadly prose.

Daddy was pleased by his daughter's success, though worried by photographs she showed him of her stripping: she had been working in a Pigalle club. "He said to me, 'Never show them to anybody.'" Why did she become a stripper? "I was very feminist, but then a girlfriend who was a prostitute suggested I do it to make money. I decided not to become a prostitute. I thought it would be dangerous for my relations with men in the future."

Calle needed the money, but it was also a self-imposed test. "I asked myself, 'Am I refusing just because other feminists would oppose me?' And I realised I feared being psychologically destroyed by the look of others. But why did I think it OK to be a nude model for artists?" Did she find it degrading? "No. To me they were pathetic, and I looked at them with a look of contempt. I had made a style of this contempt and they were paralysed." Against her father's wishes, Calle published The Striptease, a book of these photos, juxtaposed with cards her parents had received from friends when their daughter was born ("They all hoped Sophie will be a nice girl").

In 1983, Calle produced her most controversial work of art, Address Book. She had found an address book in the street, photocopied it and sent the original back to its owner. Then she set about ringing the numbers to assemble a portrait of the man. She also took photographs of other people engaged in his favourite activities. When the newspaper Libération published the results, the man, documentary film-maker Pierre Baudry, threatened to sue for invasion of privacy, only backing down when the paper ran a nude photograph of Calle. Given that The Striptease was already published, this sounds like rather feeble revenge. "He was trying to be very aggressive. He disliked what I did."

In the years since, Calle's oeuvre has flirted with these opposites: control and freedom, choice and compulsion, intimacy and distance. On one level, her art responds to the surfeit of choice in a late capitalist society; she follows rules as a break from the endless work of choosing. She is currently working with a clairvoyant who tells her to do certain things, go to certain places.

To the north pole with mum

Much of Calle's recent work involves her mother, who died nearly three years ago. Last year, Calle joined an expedition to the Arctic, where her mother had always longed to go. She packed a photograph of her mother, her ring, her Chanel necklace, and buried them in a glacier. She wrote of the ritual: "Cried a little. Took a photo. Martha [Wainwright] sang a verse of Marilyn Monroe – my mother's other passion along with the north pole – Diamonds Are a Girl's Best Friend. Now my mother has gone to the north pole." (You can see how Calle laid her mother to rest on her blog ; a new artwork inspired by the trip will be shown at the Royal Academy in December.) "Maybe in thousands of years," Calle wrote, "specialists in glaciology will find her ring and discuss endlessly this flash of diamond in Inuit culture."

Calle has exposed herself most in two works catalysed by painful break-ups. Exquisite Pain (2003) was prompted by her then lover's failure to meet her in New Delhi. On each day of her journey there, she had taken a photograph and written how she was looking forward to seeing him. This became a book, which also included other people's worst memories – a woman who had given birth to a dead child, a boy hearing his father had died. "Their stories did have a side effect: they made my pain manageable."

Take Care of Yourself (2007) was prompted by an email Calle received from a lover ending their relationship. It ended: "Take care of yourself." Calle invited 107 women to analyse the email. Is the resulting installation (on show next month at the Whitechapel gallery in London) simple revenge? "I did not want it to be. I hesitated every day, but ultimately, my excitement was stronger than my hesitation." But it was inspired by rejection? "Yes, but now this man is my friend. He responded so nicely when I told him what I was doing."

Calle's current boyfriend of five years (they don't live together, and she has no children) has stipulated that he does not want to appear in her work. "I agreed," she says, "but I may change my mind."